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QUESTA
2011
13 years 2 months ago
Uniform approximations for the M/G/1 queue with subexponential processing times
: This paper studies the asymptotic behavior of the steady-state waiting time, W∞, of the M/G/1 queue with subexponenential processing times for different combinations of traffi...
Mariana Olvera-Cravioto, Peter W. Glynn
CORR
2010
Springer
107views Education» more  CORR 2010»
13 years 9 months ago
Distributed Detection over Time Varying Networks: Large Deviations Analysis
—We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation t...
Dragana Bajovic, Dusan Jakovetic, João Xavi...
ACTA
2008
88views more  ACTA 2008»
13 years 9 months ago
Weighted height of random trees
We consider a model of random trees similar to the split trees of Devroye [30] in which a set of items is recursively partitioned. Our model allows for more flexibility in the cho...
Nicolas Broutin, Luc Devroye, Erin McLeish
MP
2002
93views more  MP 2002»
13 years 11 months ago
Conditioning of convex piecewise linear stochastic programs
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
QUESTA
2006
73views more  QUESTA 2006»
13 years 11 months ago
Handling load with less stress
Abstract We study how the average performance of a system degrades as the load nears its peak capacity. We restrict our attention to the performance measures of average sojourn tim...
Nikhil Bansal, David Gamarnik
ORL
2006
118views more  ORL 2006»
13 years 11 months ago
On complexity of multistage stochastic programs
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
Alexander Shapiro
WSC
2008
14 years 1 months ago
Large deviations perspective on ordinal optimization of heavy-tailed systems
We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...
Jose Blanchet, Jingchen Liu, Bert Zwart
ICC
2007
IEEE
206views Communications» more  ICC 2007»
14 years 5 months ago
Buffer Occupation Probability of Trace-Driven Background Streams in Hybrid Simulation
— In this paper, numerical calculation schemes of the buffer occupation probability for a buffer which is fed by a large number of independent and stationary sources are evaluate...
Ben Lauwens, Bart Scheers, Antoine Van de Capelle
SIGMETRICS
2009
ACM
135views Hardware» more  SIGMETRICS 2009»
14 years 5 months ago
Scheduling in multi-channel wireless networks: rate function optimality in the small-buffer regime
We consider the problem of designing scheduling algorithms for the downlink of cellular wireless networks where bandwidth is partitioned into tens to hundreds of parallel channels...
Shreeshankar Bodas, Sanjay Shakkottai, Lei Ying, R...